Similar Search Results

Unit roots and long-run causality : the case of output and financial variables

Caporale, Guglielmo Maria; Hassapis, Christis; Pittis, … - 1995

Persistent link: https://www.econbiz.de/10000909158

The Fisher hypothesis, fiscal theories of inflation and debt neutrality : a cointegration and causality analysis

Caporale, Guglielmo Maria; Pittis, Nikitas - 1995

Persistent link: https://www.econbiz.de/10000910191

International linkages in short and long-term interest rates

Caporale, Guglielmo Maria; Williams, Geoffrey - 1998

Persistent link: https://www.econbiz.de/10000989043

Long-Run Linkages between US Stock Prices and Cryptocurrencies : A Fractional Cointegration Analysis

Caporale, Guglielmo Maria; de Dios Mazariegos, José Javier - 2022

This paper applies fractional integration and cointegration methods to examine respectively the univariate properties of the four main cryptocurrencies in terms of market capitalization (BTC, ETH, USDT, BNB) and of four US stock market indices (S&P500, NASDAQ, Dow Jones and MSCI for emerging...

Persistent link: https://www.econbiz.de/10014239604

Efficiency and risk in european banking

Fiordelisi, Franco; Marqués Ibáñez, David; Molyneux, … - 2010

We analyze the impact of efficiency on bank risk. We also consider whether bank capital has an effect on this … supporting the bad management and efficiency version of the moral hazard hypotheses. In contrast, bank efficiency improvements … contribute to shore up bank capital levels. Our findings suggest that banks lagging behind in their efficiency levels might …